+706.2%
ASTS vs DVN
-2.4%
+708.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +7.4% |
| 7D | -21.1% | -19.1% | -2.0% | -17.4% |
| 30D | -46.7% | -11.8% | -34.9% | -45.1% |
| 3M | -52.0% | -1.5% | -50.6% | -52.0% |
| 6M | -54.3% | -8.2% | -46.1% | -53.8% |
| YTD | -55.5% | +17.4% | -72.9% | -60.4% |
| 1Y | -50.5% | +33.5% | -83.9% | -58.5% |
| 3Y | +706.2% | -0.3% | +706.6% | +581.1% |
| All | +706.2% | -2.4% | +708.6% | +581.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling